+281.4%
HL vs JBHT
+34.7%
+246.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.1% | -7.5% |
| 7D | +8.2% | +0.9% | +7.2% | +7.9% |
| 30D | -16.3% | -1.1% | -15.2% | -16.1% |
| 3M | -18.6% | -14.8% | -3.8% | -15.2% |
| 6M | -23.2% | -7.4% | -15.7% | -22.6% |
| YTD | -25.5% | +17.3% | -42.8% | -29.7% |
| 1Y | -4.8% | +35.3% | -40.1% | -13.2% |
| 3Y | +281.4% | +33.9% | +247.5% | +229.7% |
| All | +281.4% | +34.7% | +246.7% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling